Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49621.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43602.51 Kr¶

PnL: ---------------------------------------> -1273.07 Kr¶

DD now: ---------------------------------> -6.587 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:21:03.153703'

Anic Portfolio¶

This Week¶

Return: -2.229 %¶

Total portfolio value¶

Return including deposits: 62.444 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 7.170000 1531.450000 108.450000 7.620000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.970000 916.080000 4.080000 0.450000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
Atrium Ljungberg B 5 0.840000 901.500000 -2.500000 -0.280000 904.000000
ASSA ABLOY B 4 -0.080000 988.000000 -5.000000 -0.500000 993.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
BioGaia B 8 2.000000 897.600000 -6.400000 -0.710000 904.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
JM 7 0.000000 940.100000 -9.900000 -1.040000 950.000002
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
Biotage 1 -6.130000 133.300000 -15.700000 -10.540000 149.000000
Bufab 3 0.000000 1059.600000 -16.400000 -1.520000 1076.000001
OX2 12 -1.650000 891.600000 -17.400000 -1.910000 909.000000
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
Gränges 10 0.200000 1020.000000 -19.000000 -1.830000 1039.000000
Hexatronic Group 15 0.600000 1050.900000 -20.100000 -1.880000 1071.000000
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Latour B 4 -1.890000 832.000000 -24.000000 -2.800000 856.000000
Investor B 3 -0.960000 631.500000 -26.500000 -4.030000 657.999999
Addnode Group B 7 -1.100000 877.800000 -27.200000 -3.010000 904.999998
Sandvik 4 0.150000 819.600000 -28.400000 -3.350000 848.000000
Hoist Finance 36 0.560000 977.400000 -33.600000 -3.320000 1010.999988
Sagax B 4 -2.170000 849.200000 -35.800000 -4.050000 885.000000
Byggmax Group 33 -0.560000 930.600000 -36.400000 -3.760000 966.999990
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
Alimak Group 12 -0.740000 964.800000 -42.200000 -4.190000 1007.000004
SKF B 5 -1.340000 935.750000 -44.250000 -4.520000 980.000000
EQT 4 -2.500000 828.000000 -45.000000 -5.150000 873.000000
Orrön Energy 170 -2.610000 2000.900000 -45.100000 -2.200000 2045.999980
Catena 2 0.580000 760.800000 -45.200000 -5.610000 806.000000
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -48.600000 -5.110000 951.000000
HEXPOL B 8 -5.610000 888.800000 -68.200000 -7.130000 957.000000
Hexagon B 26 -1.380000 3337.100000 -82.900000 -2.420000 3420.000012
VEF 788 -1.300000 1788.760000 -114.240000 -6.000000 1903.000300
Sedana Medical 93 0.800000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43604.040000 -1271.540000 -6.58908% 44875.578016

Updated:¶

'2023-06-21 16:19:49.108228'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶